I know my fiance's brother/best man would like to take him to a strip club, but that won't happen. Not only would I be extremely hurt, but my fiance doesn't see the need to go. Instead, we are going to have a Stag and Doe (or a Jack and Jill, I'm not sure what you call it in the States). It is a good way for everyone to have fun together and for the bride and groom to make a fair chunk of change! Plus I will have my bridal shower, but no seperate, get drunk, see strippers kind of party.
I agree with some of the other posts. If you are truly happy with the person you are marrying, you don't need to go through the "rite of passage" of going to a strip club. When I look at getting married, I don't think "You know what I really need to do before the wedding, see some naked man, who is not my fiance, dance around".
If it really bothers you, but you think his friends will pressure him into going, sit down and talk to him. Let him know that you trust him and don't believe he would cheat on you with a dirty stripper, but that it is about respecting you and your feelings. Also, ask how he would feel if the situation was reversed. Personally, my fiance knows how I feel, as I made it perfectly clear when his brother half joked about strippers. He respects my feelings enough to risk being made fun of and tell his friends there will be no strippers.
Sorry, I'm a little long winded on the subject due to the fact that I highly disagree with celebrating your last day of "freedom" by watching naked people. The best thing is just be honest with him, you can't help how you feel!
